+87.4%
BAC vs DAR
+11.9%
+75.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.2% | -9.9% | +8.8% | +0.6% |
| 30D | -7.7% | -16.4% | +8.7% | -4.9% |
| 3M | -21.2% | -17.1% | -4.1% | -18.9% |
| 6M | -6.8% | -20.5% | +13.6% | -3.7% |
| YTD | -8.7% | +39.4% | -48.1% | -16.1% |
| 1Y | -5.3% | +57.2% | -62.5% | -15.3% |
| 3Y | +87.4% | +13.9% | +73.6% | +74.7% |
| All | +87.4% | +11.9% | +75.6% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling